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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.85% | 92.78 % | 93.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,956 CHF | 234,956 CHF | 99.92% | 99.92% |
| 19/11/2024 | 0.85% | 92.91 % | 93.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,087 CHF | 235,087 CHF | 99.66% | 99.66% |
| 18/11/2024 | 0.84% | 94.86 % | 95.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,909 CHF | 238,909 CHF | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 93.97 % | 94.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,493 CHF | 238,493 CHF | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 95.42 % | 96.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,769 CHF | 239,769 CHF | 99.97% | 99.97% |
| 13/11/2024 | 0.84% | 94.33 % | 95.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,983 CHF | 237,983 CHF | 99.76% | 99.76% |
| 12/11/2024 | 0.84% | 94.54 % | 95.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,219 CHF | 239,219 CHF | 99.95% | 99.95% |
| 11/11/2024 | 0.83% | 95.64 % | 96.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,876 CHF | 241,876 CHF | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.61 % | 96.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,571 CHF | 241,571 CHF | 99.80% | 99.80% |
| 07/11/2024 | 0.83% | 95.86 % | 96.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,116 CHF | 242,116 CHF | 99.95% | 99.95% |
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